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BNP Paribas Call 140 CHV 17.01.20.../  DE000PN28DJ2  /

Frankfurt Zert./BNP
2024-05-23  9:20:31 PM Chg.-0.050 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
2.120EUR -2.30% 2.120
Bid Size: 28,000		 2.140
Ask Size: 28,000		 CHEVRON CORP. D... 140.00 - 2025-01-17 Call
 

Master data

WKN: PN28DJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-05-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.59
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 0.56
Implied volatility: 0.38
Historic volatility: 0.18
Parity: 0.56
Time value: 1.65
Break-even: 162.10
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.38%
Delta: 0.64
Theta: -0.04
Omega: 4.22
Rho: 0.47
 

Quote data

Open: 2.160
High: 2.210
Low: 2.100
Previous Close: 2.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.82%
1 Month
  -19.39%
3 Months
  -4.07%
YTD  
+4.43%
1 Year
  -30.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.580 2.170
1M High / 1M Low: 2.920 2.170
6M High / 6M Low: 2.920 1.430
High (YTD): 2024-04-26 2.920
Low (YTD): 2024-01-23 1.430
52W High: 2023-09-27 3.880
52W Low: 2024-01-23 1.430
Avg. price 1W:   2.408
Avg. volume 1W:   0.000
Avg. price 1M:   2.576
Avg. volume 1M:   0.000
Avg. price 6M:   2.099
Avg. volume 6M:   0.000
Avg. price 1Y:   2.508
Avg. volume 1Y:   0.000
Volatility 1M:   74.48%
Volatility 6M:   86.21%
Volatility 1Y:   84.18%
Volatility 3Y:   -